weekday_tape
Answered against 22 years of US equities and 12 years of US options data and published with the query that produced it. This result is stored as of 2026-09-22, from after-hours-trading-on-holidays-and-weekends.
| weekday | avg_minute_bars | days_with_any_trading | days_counted |
|---|---|---|---|
| Mon | 783.2 | 15 | 17 |
| Tue | 895.6 | 18 | 18 |
| Wed | 900.8 | 18 | 18 |
| Thu | 894.8 | 18 | 18 |
| Fri | 782.6 | 16 | 18 |
| Sat | 0 | 0 | 18 |
| Sun | 0 | 0 | 17 |
- Rows × columns
- 7 × 4
- Computed
- Completeness
- No missing values
- Source
- US exchange, SIP and OPRA market data
- Licence
- Strasmore terms · free, no signup
What each column holds
| Column | Type | Range | Notes |
|---|---|---|---|
weekday |
text | 7 distinct values (Fri, Mon, Sat…) | |
avg_minute_bars |
number | 0 to 900.8 | |
days_with_any_trading |
number | 0 to 18 | |
days_counted |
number | 17 to 18 |
Computed from Strasmore's warehouse of US exchange, SIP and OPRA market data. Equity prices are delayed; options greeks and implied volatility are end-of-day. This result is stored, not recomputed on load — it is exactly the numbers that were returned on , and the query below is what returned them.
Run it yourself
This is the exact query behind the result above. Change a ticker, a date or a column and run it against the warehouse — no account, no key. The no-signup tier is smaller than the one this page was computed on; a query that reaches past it comes back saying which plan runs it.
SELECT
formatDateTime(cal.day, '%a') AS weekday,
round(avg(ifNull(t.bars, 0)), 1) AS avg_minute_bars,
countIf(ifNull(t.bars, 0) > 0) AS days_with_any_trading,
count() AS days_counted
FROM
(
SELECT today() - 126 + arrayJoin(range(126)) AS day
) AS cal
LEFT JOIN
(
SELECT
toDate(toTimeZone(window_start, 'America/New_York')) AS d,
count() AS bars
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'SPY'
AND window_start >= today() - 130
GROUP BY d
) AS t ON t.d = cal.day
WHERE cal.day <= today() - 3
GROUP BY weekday, toDayOfWeek(cal.day)
ORDER BY toDayOfWeek(cal.day)